+284.3%
AG vs CCEP
+1,759.0%
-1,474.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -4.0% | +1.8% | -5.8% | -4.7% |
| 30D | -13.1% | +12.2% | -25.2% | -16.9% |
| 3M | -22.0% | +10.7% | -32.7% | -25.3% |
| 6M | -37.3% | +27.5% | -64.7% | -43.4% |
| YTD | -11.2% | +31.3% | -42.5% | -20.9% |
| 1Y | +23.9% | +29.9% | -6.0% | +10.9% |
| 3Y | +225.1% | +111.1% | +114.1% | +139.9% |
| 5Y | +7.7% | +142.3% | -134.6% | -25.7% |
| 10Y | +86.9% | +335.5% | -248.6% | -7.2% |
| All | +284.3% | +1,759.0% | -1,474.7% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CCEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling